CHAPTER

The Laplace Transform

6.1
3.

The function f (t) is continuous.

227
228 Chapter 6. The Laplace Transform

4.

The function f (t) has a jump discontinuity at t = 1.

7. Integration is a linear operation. It follows that

Z A Z Z
1 A bt st 1 A bt st
cosh bt est dt = e e dt + e e dt =
0 2 0 2 0
Z Z
1 A (bs)t 1 A (b+s)t
= e dt + e dt .
2 0 2 0
Hence Z
A
st 1 1 e(bs)A 1 1 e(b+s)A
cosh bt e dt = + .
0 2 sb 2 s+b
Taking a limit, as A ,
Z
1 1 1 1 s
cosh bt est dt = + = 2 .
0 2 s b 2 s + b s b2
Note that the above is valid for s > |b| .

8. Proceeding as in Problem 7,
Z A
st 1 1 e(bs)A 1 1 e(b+s)A
sinh bt e dt = .
0 2 sb 2 s+b
Taking a limit, as A ,
Z
st 1 1 1 1 b
sinh bt e dt = = 2 .
0 2 s b 2 s + b s b2
The limit exists as long as s > |b| .

10. Observe that eat sinh bt = (e(a+b)t e(ab)t )/2 . It follows that
Z A
at st 1 1 e(a+bs)A 1 1 e(ba+s)A
e sinh bt e dt = .
0 2 sa+b 2 s+ba
Taking a limit, as A ,
Z
at st 1 1 1 1 b
e sinh bt e dt = = 2 b2
.
0 2 s a + b 2 s + b a (s a)
6.1 229

The limit exists as long as s a > |b| .

11. Using the linearity of the Laplace transform,

1 ibt 1
L [ sin bt] = L e L eibt .
2i 2i
Since Z
1
e(a+ib)t est dt = ,
0 s a ib
we have Z
1
e ibt est dt = .
0 s ib
Therefore
1 1 1 b
L [sin bt] = = 2 .
2i s ib s + ib s + b2

12. Using the linearity of the Laplace transform,

1 ibt 1 ibt
L [ cos bt] = L e + L e .
2 2
From Problem 11, we have
Z
1
e ibt est dt = .
0 s ib
Therefore
1 1 1 s
L [cos bt] = + = 2 .
2 s ib s + ib s + b2

14. Using the linearity of the Laplace transform,

1 h i 1 h i
L eat cos bt = L e(a+ib)t + L e(aib)t .
2 2
Based on the integration in Problem 11,
Z
1
e(a ib)t est dt = .
0 s a ib
Therefore

1 1 1 sa
L eat cos bt = + = .
2 s a ib s a + ib (s a)2 + b2
The above is valid for s > a .

15. Integrating by parts,

Z A A Z A
t e(as)t 1 (as)t
teat est dt = + e dt =
0 sa 0 0 sa

1 eA(as) + A(a s)eA(as)

= .
(s a)2
230 Chapter 6. The Laplace Transform

Taking a limit, as A ,
Z
1
teat est dt = .
0 (s a)2
Note that the limit exists as long as s > a .

17. Observe that t cosh at = (t eat + t eat )/2 . For any value of c ,
Z A A Z A
ct st t e(cs)t 1 (cs)t
t e e dt = + e dt =
0 s c 0 0 s c

1 eA(cs) + A(c s)eA(cs)

= .
(s c)2
Taking a limit, as A ,
Z
1
tect est dt = .
0 (s c)2
Note that the limit exists as long as s > |c| . Therefore,
Z
1 1 1 s2 + a2
t cosh at est dt = 2
+ 2
= .
0 2 (s a) (s + a) (s a)2 (s + a)2

18. Integrating by parts,

Z A A Z A
n at st tn e(as)t n n1 (as)t
t e e dt = + t e dt =
0 sa 0 0 sa
Z A
An e(sa)A n n1 (as)t
= + t e dt .
sa 0 sa
Continuing to integrate by parts, it follows that
Z A
An e(as)A nAn1 e(as)A
tn eat est dt =
0 sa (s a)2
n!Ae(as)A n!(e(as)A 1)
.
(n 2)!(s a)3 (s a)n+1
That is,
Z A
n!
tn eat est dt = pn (A) e(as)A + ,
0 (s a)n+1
in which pn () is a polynomial of degree n . For any given polynomial,
lim pn (A) e(sa)A = 0 ,
A

as long as s > a . Therefore,

Z
n!
tn eat est dt = .
0 (s a)n+1
6.1 231

19. First observe that

Z Z
sin at est 1
sin at est dt = + a cos at est dt =
s s
Z
sin at est a cos at est a st
= + sin at e dt .
s s s s
This implies that
Z
(s sin at + a cos at)est
sin at est dt = .
s2 + a 2
Integrating by parts we obtain that
Z A A
(s sin at + a cos at)est
t2 sin at est dt = t2 +
0 s2 + a2 0
Z A
(s sin at + a cos at)est
+ 2t dt.
0 s2 + a2
Taking the limit A and using the results of Problem 16 (from the Student
Solutions Manual), we obtain that
Z
2s 2as 2a s2 a 2 2a(3s2 a2 )
t2 sin at est dt = 2 + = .
0 s + a2 (s2 + a2 )2 s2 + a2 (s2 + a2 )2 (s2 + a2 )3
This is valid for s > 0.

20. Observe that t2 sinh at = (t2 eat t2 eat )/2 . Using the result in Problem 18,
Z
1 2! 2! 2a(3s2 + a2 )
t2 sinh at est dt = 3
3
= .
0 2 (s a) (s + a) (s2 a2 )3
The above is valid for s > |a|.

22. Integrating by parts,

Z A A Z A
t

t
t e dt = t e + et dt = 1 eA AeA .
0 0 0

Taking a limit, as A ,
Z
t et dt = 1.
0

Hence the integral converges .

23. Based on a series expansion, note that for t > 0 ,

et > 1 + t + t2 /2 > t2 /2 .
It follows that for t > 0 ,
1
t2 et > .
2
232 Chapter 6. The Laplace Transform

Hence for any finite A > 1 ,

Z A
A1
t2 et dt > .
1 2
It is evident that the limit as A does not exist.

24. Using the fact that |cos t| 1 , and the fact that
Z
et dt = 1 ,
0

it follows that the given integral converges.

26.(a) Let p > 0 . Integrating by parts,

Z A A Z A Z A
x p

x p x p1 p A
e x dx = e x + p e x dx = A e + p ex xp1 dx.
0 0 0 0

Taking a limit, as A ,
Z Z
ex xp dx = p ex xp1 dx .
0 0

That is, (p + 1) = p (p) .

(b) Setting p = 0 ,
Z
(1) = ex dx = 1 .
0

(c) Let p = n . Using the result in part (a),

(n + 1) =n (n)
=n(n 1)(n 1)
..
.
=n(n 1)(n 2) 2 1 (1) .

Since (1) = 1 , (n + 1) = n! .

(d) Using the result in part (a),

(p + n) =(p + n 1) (p + n 1)
=(p + n 1)(p + n 2)(p + n 2)
..
.
=(p + n 1)(p + n 2) (p + 1)p (p) .
Hence
(p + n)
= p(p + 1)(p + 2) (p + n 1) .
(p)
6.2 233

Given that (1/2) = , it follows that

3 1 1
( ) = ( ) =
2 2 2 2
and
11 9 7 5 3 3 945
( ) = ( ) = .
2 2 2 2 2 2 32

6.2
1. Write the function as
3 3 2
= .
s2 + 4 2 s2 + 4
3
Hence L1 [Y (s)] = 2 sin 2t .

3. Using partial fractions,

2 2 1 1
= .
s2 + 3s 4 5 s1 s+4
Hence L1 [Y (s)] = 52 (et e4t ).

5. Note that the denominator s2 + 2s + 5 is irreducible over the reals. Completing

the square, s2 + 2s + 5 = (s + 1)2 + 4 . Now convert the function to a rational
function of the variable = s + 1 . That is,
2s + 2 2(s + 1)
= .
s2 + 2s + 5 (s + 1)2 + 4
We know that
2
L1 = 2 cos 2t .
2 + 4
Using the fact that L [eat f (t)] = L [f (t)]ssa ,

1 2s + 2
L = 2et cos 2t .
s2 + 2s + 5

6. Using partial fractions,

2s 3 1 1 7
= + .
s2 4 4 s2 s+2
Hence L1 [Y (s)] = 41 (e2t + 7e2t ). Note that we can also write
2s 3 s 3 2
=2 2 .
s2 4 s 4 2 s2 4

8. Using partial fractions,

8s2 4s + 12 1 s 2
2
=3 +5 2 2 2 .
s(s + 4) s s +4 s +4